Cassola, Nuno; Morana, Claudio - 2008
-prime credit crisis on the euro money market during the second half of 2007. This is done in two steps. Firstly, the long …-prime credit crisis
on the euro money market during the second half of 2007. This is done in two steps.
Firstly, the long …
money market rates.
Keywords: money market interest rates, euro area, sub-prime credit crisis, credit risk,
liquidity …